TestMarketParCurves Class Reference

Inheritance diagram for TestMarketParCurves:

Public Member Functions
	TestMarketParCurves (const Date &asof)
const map< string, vector< string > > &	discountRateHelpersInstMap () const
const map< string, vector< string > > &	equityForecastRateHelpersInstMap () const
const map< string, vector< string > > &	indexCurveRateHelperInstMap () const
const map< string, vector< string > > &	defaultRateHelpersInstMap () const
const map< string, vector< string > > &	zeroInflationRateHelperInstMap () const
const map< string, vector< string > > &	yoyInflationRateHelperInstMap () const
const map< string, vector< Period > > &	discountRateHelperTenorsMap () const
const map< string, vector< Period > > &	equityForecastRateHelperTenorsMap () const
const map< string, vector< Period > > &	indexCurveRateHelperTenorsMap () const
const map< string, vector< Period > > &	defaultRateHelperTenorsMap () const
const map< string, vector< Period > > &	cdsVolRateHelperTenorsMap () const
const map< string, vector< Period > > &	swaptionVolRateHelperTenorsMap () const
const map< string, vector< Period > > &	swaptionVolRateHelperSwapTenorsMap () const
const map< string, vector< Period > > &	equityVolRateHelperTenorsMap () const
const map< string, vector< Period > > &	baseCorrRateHelperTenorsMap () const
const map< string, vector< string > > &	baseCorrLossLevelsMap () const
const map< string, vector< Period > > &	zeroInflationRateHelperTenorsMap () const
const map< string, vector< Period > > &	yoyInflationRateHelperTenorsMap () const
const map< string, vector< QuantLib::ext::shared_ptr< RateHelper > > > &	equityForecastRateHelpersMap () const
const map< string, vector< QuantLib::ext::shared_ptr< RateHelper > > > &	discountRateHelpersMap () const
const map< string, vector< QuantLib::ext::shared_ptr< RateHelper > > > &	indexCurveRateHelpersMap () const
const map< string, vector< QuantLib::ext::shared_ptr< QuantExt::DefaultProbabilityHelper > > > &	defaultRateHelpersMap () const
const map< string, vector< Handle< Quote > > > &	discountRateHelperValuesMap () const
const map< string, vector< Handle< Quote > > > &	equityForecastRateHelperValuesMap () const
const map< string, vector< Handle< Quote > > > &	indexCurveRateHelperValuesMap () const
const map< string, vector< Handle< Quote > > > &	defaultRateHelperValuesMap () const
const map< string, vector< Handle< Quote > > > &	cdsVolRateHelperValuesMap () const
const map< string, vector< Handle< Quote > > > &	swaptionVolRateHelperValuesMap () const
const map< string, vector< Handle< Quote > > > &	equityVolRateHelperValuesMap () const
const map< string, vector< Handle< Quote > > > &	baseCorrRateHelperValuesMap () const
const map< string, vector< Handle< Quote > > > &	zeroInflationRateHelperValuesMap () const
const map< string, vector< Handle< Quote > > > &	yoyInflationRateHelperValuesMap () const
Public Member Functions inherited from MarketImpl
Date	asofDate () const override
Handle< YieldTermStructure >	yieldCurve (const YieldCurveType &type, const string &ccy, const string &configuration=Market::defaultConfiguration) const override
Handle< QuantLib::SwaptionVolatilityStructure >	swaptionVol (const string &key, const string &configuration=Market::defaultConfiguration) const override
Handle< QuantLib::SwaptionVolatilityStructure >	yieldVol (const string &securityID, const string &configuration=Market::defaultConfiguration) const override
QuantLib::Handle< QuantExt::FxIndex >	fxIndexImpl (const string &fxIndex, const string &configuration=Market::defaultConfiguration) const override
Handle< QuantExt::CreditCurve >	defaultCurve (const string &, const string &configuration=Market::defaultConfiguration) const override
Handle< QuantExt::CreditVolCurve >	cdsVol (const string &name, const string &configuration=Market::defaultConfiguration) const override
Handle< QuantExt::BaseCorrelationTermStructure >	baseCorrelation (const string &name, const string &configuration=Market::defaultConfiguration) const override
Handle< OptionletVolatilityStructure >	capFloorVol (const string &key, const string &configuration=Market::defaultConfiguration) const override
Handle< QuantExt::YoYOptionletVolatilitySurface >	yoyCapFloorVol (const string &name, const string &configuration=Market::defaultConfiguration) const override
virtual Handle< ZeroInflationIndex >	zeroInflationIndex (const string &indexName, const string &configuration=Market::defaultConfiguration) const override
virtual Handle< CPIVolatilitySurface >	cpiInflationCapFloorVolatilitySurface (const string &indexName, const string &configuration=Market::defaultConfiguration) const override
Handle< Quote >	equitySpot (const string &eqName, const string &configuration=Market::defaultConfiguration) const override
Handle< BlackVolTermStructure >	equityVol (const string &eqName, const string &configuration=Market::defaultConfiguration) const override
Handle< YieldTermStructure >	equityForecastCurve (const string &eqName, const string &configuration=Market::defaultConfiguration) const override
Handle< Quote >	securitySpread (const string &securityID, const string &configuration=Market::defaultConfiguration) const override
Handle< QuantExt::InflationIndexObserver >	baseCpis (const string &index, const string &configuration=Market::defaultConfiguration) const
QuantLib::Handle< QuantExt::PriceTermStructure >	commodityPriceCurve (const string &commodityName, const string &configuration=Market::defaultConfiguration) const override
QuantLib::Handle< QuantExt::CommodityIndex >	commodityIndex (const std::string &commodityName, const std::string &configuration=Market::defaultConfiguration) const override
QuantLib::Handle< QuantLib::BlackVolTermStructure >	commodityVolatility (const string &commodityName, const string &configuration=Market::defaultConfiguration) const override
Handle< QuantExt::CorrelationTermStructure >	correlationCurve (const string &index1, const string &index2, const string &configuration=Market::defaultConfiguration) const override
void	refresh (const string &configuration=Market::defaultConfiguration) override
Date	asofDate () const override
Handle< YieldTermStructure >	yieldCurve (const YieldCurveType &type, const string &ccy, const string &configuration=Market::defaultConfiguration) const override
Handle< QuantLib::SwaptionVolatilityStructure >	swaptionVol (const string &key, const string &configuration=Market::defaultConfiguration) const override
Handle< QuantLib::SwaptionVolatilityStructure >	yieldVol (const string &securityID, const string &configuration=Market::defaultConfiguration) const override
QuantLib::Handle< QuantExt::FxIndex >	fxIndexImpl (const string &fxIndex, const string &configuration=Market::defaultConfiguration) const override
Handle< QuantExt::CreditCurve >	defaultCurve (const string &, const string &configuration=Market::defaultConfiguration) const override
Handle< QuantExt::CreditVolCurve >	cdsVol (const string &name, const string &configuration=Market::defaultConfiguration) const override
Handle< QuantExt::BaseCorrelationTermStructure >	baseCorrelation (const string &name, const string &configuration=Market::defaultConfiguration) const override
Handle< OptionletVolatilityStructure >	capFloorVol (const string &key, const string &configuration=Market::defaultConfiguration) const override
Handle< QuantExt::YoYOptionletVolatilitySurface >	yoyCapFloorVol (const string &name, const string &configuration=Market::defaultConfiguration) const override
virtual Handle< ZeroInflationIndex >	zeroInflationIndex (const string &indexName, const string &configuration=Market::defaultConfiguration) const override
virtual Handle< CPIVolatilitySurface >	cpiInflationCapFloorVolatilitySurface (const string &indexName, const string &configuration=Market::defaultConfiguration) const override
Handle< Quote >	equitySpot (const string &eqName, const string &configuration=Market::defaultConfiguration) const override
Handle< BlackVolTermStructure >	equityVol (const string &eqName, const string &configuration=Market::defaultConfiguration) const override
Handle< YieldTermStructure >	equityForecastCurve (const string &eqName, const string &configuration=Market::defaultConfiguration) const override
Handle< Quote >	securitySpread (const string &securityID, const string &configuration=Market::defaultConfiguration) const override
Handle< QuantExt::InflationIndexObserver >	baseCpis (const string &index, const string &configuration=Market::defaultConfiguration) const
QuantLib::Handle< QuantExt::PriceTermStructure >	commodityPriceCurve (const string &commodityName, const string &configuration=Market::defaultConfiguration) const override
QuantLib::Handle< QuantExt::CommodityIndex >	commodityIndex (const std::string &commodityName, const std::string &configuration=Market::defaultConfiguration) const override
QuantLib::Handle< QuantLib::BlackVolTermStructure >	commodityVolatility (const string &commodityName, const string &configuration=Market::defaultConfiguration) const override
Handle< QuantExt::CorrelationTermStructure >	correlationCurve (const string &index1, const string &index2, const string &configuration=Market::defaultConfiguration) const override
Public Member Functions inherited from Market
	Market (const bool handlePseudoCurrencies)

Additional Inherited Members
Static Public Attributes inherited from Market
static const string	defaultConfiguration
static const string	inCcyConfiguration
Protected Member Functions inherited from MarketImpl
virtual void	require (const MarketObject o, const string &name, const string &configuration, const bool forceBuild=false) const
void	addSwapIndex (const string &swapindex, const string &discountIndex, const string &configuration=Market::defaultConfiguration) const